2011•Unpublished venueRequires access

A Study on the Volatility of Housing Price Using GARCH, EGARCH Model

김종호, Jae Ho Chung

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Key concepts: Econometrics, Volatility (finance), Autoregressive conditional heteroskedasticity, Economics, Financial models with long-tailed distributions and volatility clustering, Financial economics, Implied volatility, Forward volatility

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